BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,899: 669 1,064 694 3,521 3,053 4,884 4,811: 1,015 1,088
Old : 5,899: 669 1,064 694 3,521 3,053 4,884 4,811: 1,015 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 331: 56 324 43 393 -35 492 332: -161 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.0 11.8 59.7 51.8 82.8 81.6: 17.2 18.4
Old : 100.0: 11.3 18.0 11.8 59.7 51.8 82.8 81.6: 17.2 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 11 11 16 13 29 27:
Old : 36: 5 11 11 16 13 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 44.9 57.9 60.3 34.4 44.7 50.4 56.4
Old : 37.9 44.9 57.9 60.3 34.4 44.7 50.4 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,953: 16,078 5,344 10,556 16,652 16,450 43,285 32,350: 5,668 16,602
Old : 48,953: 16,078 5,344 10,556 16,652 16,450 43,285 32,350: 5,668 16,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 4,327: 1,565 290 1,265 767 684 3,597 2,239: 730 2,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 10.9 21.6 34.0 33.6 88.4 66.1: 11.6 33.9
Old : 100.0: 32.8 10.9 21.6 34.0 33.6 88.4 66.1: 11.6 33.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 23 26 32 36 25 73 69:
Old : 89: 23 26 32 36 25 73 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 23.3 48.1 35.5 31.5 19.6 43.2 26.4
Old : 32.8 23.3 48.1 35.5 31.5 19.6 43.2 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,326: 185 2,014 2,037 8,282 5,923 10,504 9,975: 822 1,351
Old : 11,326: 185 2,014 2,037 8,282 5,923 10,504 9,975: 822 1,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 468: 72 -4 173 468 196 713 365: -245 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 17.8 18.0 73.1 52.3 92.7 88.1: 7.3 11.9
Old : 100.0: 1.6 17.8 18.0 73.1 52.3 92.7 88.1: 7.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 17 17 24 19 42 40:
Old : 50: 5 17 17 24 19 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 29.9 60.6 51.3 36.5 19.6 44.5 29.0
Old : 39.9 29.9 60.6 51.3 36.5 19.6 44.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,297: 556 23 555 1,643 1,389 2,754 1,967: 542 1,330
Old : 3,297: 556 23 555 1,643 1,389 2,754 1,967: 542 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 138: -94 16 9 321 102 236 127: -98 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.7 16.8 49.8 42.1 83.5 59.7: 16.5 40.3
Old : 100.0: 16.9 0.7 16.8 49.8 42.1 83.5 59.7: 16.5 40.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 2 6 10 10 17 16:
Old : 23: 5 2 6 10 10 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 38.4 73.4 51.1 44.8 32.9 61.1 38.9
Old : 49.3 38.4 73.4 51.1 44.8 32.9 61.1 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 261,356: 55,688 54,898 101,763 83,592 74,909 241,043 231,570: 20,313 29,786
Old : 256,232: 54,024 55,811 99,427 82,918 71,786 236,368 227,024: 19,864 29,209
Other: 5,124: 3,082 505 918 674 3,123 4,675 4,546: 449 578
: : :
: : Changes in Commitments from: December 8, 2015 :
: -765: -76 -563 2,236 -2,228 -273 -69 1,400: -696 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.0 38.9 32.0 28.7 92.2 88.6: 7.8 11.4
Old : 100.0: 21.1 21.8 38.8 32.4 28.0 92.2 88.6: 7.8 11.4
Other: 100.0: 60.1 9.8 17.9 13.2 61.0 91.2 88.7: 8.8 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 105 89 113 81 75 238 234:
Old : 294: 104 92 113 80 75 237 234:
Other: 49: 14 6 7 10 26 25 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 12.7 22.9 22.8 10.7 10.4 18.2 15.5
Old : 12.9 12.7 23.2 22.3 11.0 10.1 18.5 15.2
Other: 62.9 44.9 78.7 58.9 57.6 36.7 61.9 47.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 350,837: 67,459 58,779 110,484 142,437 132,017 320,380 301,280: 30,457 49,557
Old : 350,837: 67,459 58,779 110,484 142,437 132,017 320,380 301,280: 30,457 49,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 8,770: 279 -4,736 8,077 -653 5,574 7,704 8,915: 1,066 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.8 31.5 40.6 37.6 91.3 85.9: 8.7 14.1
Old : 100.0: 19.2 16.8 31.5 40.6 37.6 91.3 85.9: 8.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 103 103 127 136 139 307 316:
Old : 384: 103 103 127 136 139 307 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 14.1 22.6 20.5 14.7 11.6 20.8 16.6
Old : 15.9 14.1 22.6 20.5 14.7 11.6 20.8 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,345: 1,212 1,507 996 916 874 3,124 3,378: 1,221 967
Old : 4,345: 1,212 1,507 996 916 874 3,124 3,378: 1,221 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -296: -18 -176 -95 -72 60 -185 -211: -111 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 34.7 22.9 21.1 20.1 71.9 77.7: 28.1 22.3
Old : 100.0: 27.9 34.7 22.9 21.1 20.1 71.9 77.7: 28.1 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 19 16 13 17 17 43 42:
Old : 61: 19 16 13 17 17 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 29.1 30.2 42.0 14.7 25.7 24.6 33.5
Old : 18.2 29.1 30.2 42.0 14.7 25.7 24.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 48,887: 13,331 9,320 13,158 12,151 8,956 38,640 31,434: 10,247 17,453
Old : 48,887: 13,331 9,320 13,158 12,151 8,956 38,640 31,434: 10,247 17,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,877: 388 -306 1,860 -298 600 1,950 2,154: 927 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.1 26.9 24.9 18.3 79.0 64.3: 21.0 35.7
Old : 100.0: 27.3 19.1 26.9 24.9 18.3 79.0 64.3: 21.0 35.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 42 60 50 61 53 139 138:
Old : 186: 42 60 50 61 53 139 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 11.8 26.2 20.1 14.5 7.6 21.0 11.0
Old : 17.1 11.8 26.2 20.1 14.5 7.6 21.0 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,679: 616 3,702 216 2,930 377 3,762 4,295: 917 385
Old : 4,679: 616 3,702 216 2,930 377 3,762 4,295: 917 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 432: 150 453 20 307 -49 477 425: -46 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 79.1 4.6 62.6 8.0 80.4 91.8: 19.6 8.2
Old : 100.0: 13.2 79.1 4.6 62.6 8.0 80.4 91.8: 19.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 5 5 11 4 19 13:
Old : 23: 7 5 5 11 4 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 77.1 65.1 87.5 48.5 76.9 62.5 80.5
Old : 48.5 77.1 65.1 87.5 48.5 76.9 62.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 40,751: 1,987 19,221 5,194 32,868 11,616 40,049 36,030: 702 4,721
Old : 40,751: 1,987 19,221 5,194 32,868 11,616 40,049 36,030: 702 4,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 4,409: 225 2,466 812 3,309 704 4,346 3,982: 63 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 47.2 12.7 80.7 28.5 98.3 88.4: 1.7 11.6
Old : 100.0: 4.9 47.2 12.7 80.7 28.5 98.3 88.4: 1.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 11 42 30 23 23 57 72:
Old : 89: 11 42 30 23 23 57 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 34.3 70.5 50.9 52.7 34.3 69.5 47.1
Old : 52.7 34.3 70.5 50.9 52.7 34.3 69.5 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 45,112: 3,252 2,416 1,949 39,152 40,204 44,353 44,569: 759 543
Old : 45,112: 3,252 2,416 1,949 39,152 40,204 44,353 44,569: 759 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,171: 788 75 1,949 -1,443 -766 1,294 1,258: -123 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.4 4.3 86.8 89.1 98.3 98.8: 1.7 1.2
Old : 100.0: 7.2 5.4 4.3 86.8 89.1 98.3 98.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 2 1 11 9 18 12:
Old : 24: 7 2 1 11 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 74.8 90.5 93.8 65.7 69.1 72.0 75.4
Old : 71.5 74.8 90.5 93.8 65.7 69.1 72.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 205,413: 41,064 95,132 12,343 127,862 52,905 181,269 160,380: 24,144 45,033
Old : 205,413: 41,064 95,132 12,343 127,862 52,905 181,269 160,380: 24,144 45,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 29,886: -5,773 5,628 2,286 33,554 22,916 30,067 30,830: -181 -944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 46.3 6.0 62.2 25.8 88.2 78.1: 11.8 21.9
Old : 100.0: 20.0 46.3 6.0 62.2 25.8 88.2 78.1: 11.8 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 24 38 15 25 29 55 76:
Old : 98: 24 38 15 25 29 55 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 39.4 55.7 48.4 32.2 33.5 44.0 38.7
Old : 42.7 39.4 55.7 48.4 32.2 33.5 44.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 54,979: 29,161 27,737 1,841 17,804 5,371 48,806 34,948: 6,173 20,031
Old : 54,979: 29,161 27,737 1,841 17,804 5,371 48,806 34,948: 6,173 20,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -25,437: 18,439 -9,558 -7,575 -36,354 -4,370 -25,490 -21,503: 54 -3,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 50.4 3.3 32.4 9.8 88.8 63.6: 11.2 36.4
Old : 100.0: 53.0 50.4 3.3 32.4 9.8 88.8 63.6: 11.2 36.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 14 10 9 11 21 31:
Old : 38: 8 14 10 9 11 21 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 42.7 73.6 50.4 59.9 42.7 73.0 49.6
Old : 59.9 42.7 73.6 50.4 59.9 42.7 73.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 144,872: 34,793 94,916 929 105,730 41,512 141,453 137,357: 3,420 7,515
Old : 144,872: 34,793 94,916 929 105,730 41,512 141,453 137,357: 3,420 7,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -55,355: -10,448 25,526 -32,071 -13,107 -49,699 -55,626 -56,244: 271 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 65.5 0.6 73.0 28.7 97.6 94.8: 2.4 5.2
Old : 100.0: 24.0 65.5 0.6 73.0 28.7 97.6 94.8: 2.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 23 62 6 17 20 45 83:
Old : 116: 23 62 6 17 20 45 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 42.5 84.3 57.7 75.5 42.5 84.3 57.7
Old : 75.5 42.5 84.3 57.7 75.5 42.5 84.3 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 184,858: 38,876 56,446 12,419 116,430 82,132 167,725 150,997: 17,133 33,861
Old : 184,858: 38,876 56,446 12,419 116,430 82,132 167,725 150,997: 17,133 33,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -32,725: -2,812 -10,024 -5,118 -24,736 -13,910 -32,666 -29,053: -59 -3,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 30.5 6.7 63.0 44.4 90.7 81.7: 9.3 18.3
Old : 100.0: 21.0 30.5 6.7 63.0 44.4 90.7 81.7: 9.3 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 23 36 14 24 35 55 77:
Old : 99: 23 36 14 24 35 55 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 29.5 63.1 39.7 49.6 28.8 62.3 38.1
Old : 50.4 29.5 63.1 39.7 49.6 28.8 62.3 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 218,594: 36,179 66,026 15,886 146,078 99,930 198,142 181,842: 20,452 36,752
Old : 218,594: 36,179 66,026 15,886 146,078 99,930 198,142 181,842: 20,452 36,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -46,332: 9,895 -30,519 -6,557 -52,211 2,836 -48,873 -34,239: 2,541 -12,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 30.2 7.3 66.8 45.7 90.6 83.2: 9.4 16.8
Old : 100.0: 16.6 30.2 7.3 66.8 45.7 90.6 83.2: 9.4 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 28 46 25 25 39 67 96:
Old : 119: 28 46 25 25 39 67 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 28.1 62.7 37.1 52.9 28.0 61.8 36.4
Old : 53.6 28.1 62.7 37.1 52.9 28.0 61.8 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 474,039: 71,423 224,363 46,502 296,523 117,253 414,448 388,118: 59,591 85,921
Old : 474,039: 71,423 224,363 46,502 296,523 117,253 414,448 388,118: 59,591 85,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -67,902: -9,092 -22,587 -19,003 -35,500 -20,888 -63,595 -62,478: -4,307 -5,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 47.3 9.8 62.6 24.7 87.4 81.9: 12.6 18.1
Old : 100.0: 15.1 47.3 9.8 62.6 24.7 87.4 81.9: 12.6 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 56 105 61 55 65 145 197:
Old : 242: 56 105 61 55 65 145 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 25.3 44.1 33.9 28.1 25.0 43.1 32.2
Old : 28.3 25.3 44.1 33.9 28.1 25.0 43.1 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 19,707: 9,537 5,389 419 8,913 12,443 18,869 18,251: 838 1,456
Old : 19,707: 9,537 5,389 419 8,913 12,443 18,869 18,251: 838 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -1,662: -2,953 -1,717 15 1,293 -4 -1,645 -1,706: -17 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 27.3 2.1 45.2 63.1 95.7 92.6: 4.3 7.4
Old : 100.0: 48.4 27.3 2.1 45.2 63.1 95.7 92.6: 4.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 10 2 4 3 9 15:
Old : 21: 4 10 2 4 3 9 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 81.2 95.2 89.3 80.9 81.2 93.6 88.1
Old : 80.9 81.2 95.2 89.3 80.9 81.2 93.6 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,626: 16,346 15,227 102 4,713 4,255 21,161 19,584: 2,465 4,042
Old : 23,626: 16,346 15,227 102 4,713 4,255 21,161 19,584: 2,465 4,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -14,799: -8,106 -344 -901 -5,538 -13,102 -14,545 -14,347: -254 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 64.5 0.4 19.9 18.0 89.6 82.9: 10.4 17.1
Old : 100.0: 69.2 64.5 0.4 19.9 18.0 89.6 82.9: 10.4 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 19 20 2 9 9 29 30:
Old : 56: 19 20 2 9 9 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 42.9 55.0 57.5 34.9 42.9 55.0 57.5
Old : 34.9 42.9 55.0 57.5 34.9 42.9 55.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,409,927: 1,226,775 1,188,953 6,639,202 7,800,441 7,502,080 15,666,418 15,330,235: 743,509 1,079,692
Old :16,409,927: 1,226,775 1,188,953 6,639,202 7,800,441 7,502,080 15,666,418 15,330,235: 743,509 1,079,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
:-3,419,652: -301,945 -338,937 -1,839,282 -1,331,027 -1,193,600 -3,472,254 -3,371,818: 52,601 -47,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.2 40.5 47.5 45.7 95.5 93.4: 4.5 6.6
Old : 100.0: 7.5 7.2 40.5 47.5 45.7 95.5 93.4: 4.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 60 85 113 130 143 255 279:
Old : 295: 60 85 113 130 143 255 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 20.4 34.9 31.9 12.3 9.7 19.2 13.0
Old : 21.9 20.4 34.9 31.9 12.3 9.7 19.2 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 959,820: 76,714 77,810 117,717 633,981 639,941 828,412 835,468: 131,408 124,352
Old : 959,820: 76,714 77,810 117,717 633,981 639,941 828,412 835,468: 131,408 124,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 96,255: 4,250 -1,238 20,629 35,105 42,050 59,984 61,441: 36,270 34,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.1 12.3 66.1 66.7 86.3 87.0: 13.7 13.0
Old : 100.0: 8.0 8.1 12.3 66.1 66.7 86.3 87.0: 13.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 144 140 162 261 267 491 486:
Old : 623: 144 140 162 261 267 491 486:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 12.9 22.3 19.4 8.8 7.6 14.5 11.9
Old : 13.0 12.9 22.3 19.4 8.8 7.6 14.5 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 199,355: 17,748 5,277 28,473 102,032 120,516 148,253 154,266: 51,102 45,089
Old : 199,355: 17,748 5,277 28,473 102,032 120,516 148,253 154,266: 51,102 45,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 37,320: 5,590 1,039 4,450 11,075 10,486 21,115 15,975: 16,206 21,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 2.6 14.3 51.2 60.5 74.4 77.4: 25.6 22.6
Old : 100.0: 8.9 2.6 14.3 51.2 60.5 74.4 77.4: 25.6 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 11 25 45 40 75 65:
Old : 81: 17 11 25 45 40 75 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 29.0 32.8 42.8 12.6 19.6 20.5 29.5
Old : 20.8 29.0 32.8 42.8 12.6 19.6 20.5 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,802,327: 338,852 406,689 402,197 2,659,746 2,597,124 3,400,794 3,406,010: 401,533 396,317
Old : 3,802,327: 338,852 406,689 402,197 2,659,746 2,597,124 3,400,794 3,406,010: 401,533 396,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 294,672: 16,283 11,596 57,917 120,149 157,817 194,349 227,331: 100,323 67,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.7 10.6 70.0 68.3 89.4 89.6: 10.6 10.4
Old : 100.0: 8.9 10.7 10.6 70.0 68.3 89.4 89.6: 10.6 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 138 135 152 253 260 470 469:
Old : 603: 138 135 152 253 260 470 469:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 10.6 23.3 17.4 10.6 8.8 18.1 13.6
Old : 13.6 10.6 23.3 17.4 10.6 8.8 18.1 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 93,064: 9,484 2,805 410 73,126 85,613 83,020 88,828: 10,044 4,236
Old : 93,064: 9,484 2,805 410 73,126 85,613 83,020 88,828: 10,044 4,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 5,572: -1,712 -129 -50 7,980 5,070 6,218 4,891: -646 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.0 0.4 78.6 92.0 89.2 95.4: 10.8 4.6
Old : 100.0: 10.2 3.0 0.4 78.6 92.0 89.2 95.4: 10.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 12 4 2 50 40 62 46:
Old : 84: 12 4 2 50 40 62 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 39.7 53.7 63.8 38.3 39.7 51.8 63.2
Old : 38.5 39.7 53.7 63.8 38.3 39.7 51.8 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 80,072: 19,652 6,931 2,825 53,172 67,846 75,649 77,602: 4,423 2,470
Old : 80,072: 19,652 6,931 2,825 53,172 67,846 75,649 77,602: 4,423 2,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 9,886: 498 -1,142 292 10,609 12,481 11,400 11,632: -1,514 -1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.7 3.5 66.4 84.7 94.5 96.9: 5.5 3.1
Old : 100.0: 24.5 8.7 3.5 66.4 84.7 94.5 96.9: 5.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 70 39 22 89 74 168 126:
Old : 231: 70 39 22 89 74 168 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 27.7 50.2 44.5 31.8 27.6 40.4 40.4
Old : 39.7 27.7 50.2 44.5 31.8 27.6 40.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 400,360: 98,261 34,655 14,127 265,858 339,229 378,246 388,011: 22,115 12,350
Old : 400,360: 98,261 34,655 14,127 265,858 339,229 378,246 388,011: 22,115 12,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 49,431: 2,492 -5,709 1,461 53,047 62,407 56,999 58,158: -7,569 -8,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.7 3.5 66.4 84.7 94.5 96.9: 5.5 3.1
Old : 100.0: 24.5 8.7 3.5 66.4 84.7 94.5 96.9: 5.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 70 39 22 89 74 168 126:
Old : 231: 70 39 22 89 74 168 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 27.7 50.2 44.5 31.8 27.6 40.4 40.4
Old : 39.7 27.7 50.2 44.5 31.8 27.6 40.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 122,320: 62,441 73,281 5,549 36,001 13,931 103,991 92,761: 18,330 29,559
Old : 122,320: 62,441 73,281 5,549 36,001 13,931 103,991 92,761: 18,330 29,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -49,685: 14,054 -9,083 -6,688 -55,567 -32,894 -48,202 -48,665: -1,483 -1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 59.9 4.5 29.4 11.4 85.0 75.8: 15.0 24.2
Old : 100.0: 51.0 59.9 4.5 29.4 11.4 85.0 75.8: 15.0 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 20 42 14 18 20 47 67:
Old : 86: 20 42 14 18 20 47 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 38.7 63.1 46.1 49.7 38.6 62.6 46.0
Old : 50.2 38.7 63.1 46.1 49.7 38.6 62.6 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 48,828: 19,024 7,803 139 20,064 37,358 39,227 45,300: 9,601 3,528
Old : 48,828: 19,024 7,803 139 20,064 37,358 39,227 45,300: 9,601 3,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -16,887: -1,616 -10,648 -1,718 -10,452 441 -13,786 -11,925: -3,101 -4,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 16.0 0.3 41.1 76.5 80.3 92.8: 19.7 7.2
Old : 100.0: 39.0 16.0 0.3 41.1 76.5 80.3 92.8: 19.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 20 10 1 15 12 35 23:
Old : 56: 20 10 1 15 12 35 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 70.0 56.7 81.0 41.5 70.0 56.7 81.0
Old : 41.5 70.0 56.7 81.0 41.5 70.0 56.7 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 67,593: 21,002 9,370 155 37,090 11,933 58,247 21,458: 9,346 46,135
Old : 67,593: 21,002 9,370 155 37,090 11,933 58,247 21,458: 9,346 46,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -39,136: -21,797 -2,098 -2,659 -5,187 -19,296 -29,643 -24,053: -9,493 -15,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 13.9 0.2 54.9 17.7 86.2 31.7: 13.8 68.3
Old : 100.0: 31.1 13.9 0.2 54.9 17.7 86.2 31.7: 13.8 68.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 28 5 3 30 15 59 22:
Old : 69: 28 5 3 30 15 59 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 19.2 41.7 25.8 27.3 19.1 41.5 25.0
Old : 27.5 19.2 41.7 25.8 27.3 19.1 41.5 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015